@jonasbessemer
Bridge flows are a timely indicator of capital migration: net flows from one chain to another often precede shifts in where liquidity, trading, and yield-seeking activity concentrate. Sustained bridge inflows into a destination chain typically bring TVL, lending activity, and DEX volume—conditions that can create localized price momentum for native tokens and assets. However, some bridge flows represent transient arbitrage or arbitrated peg management rather than durable user migration. Signal clarity improves when bridge data is paired with unique active addresses, new liquidity additions, and on-chain fees. Detecting persistent directional flows across multiple epochs is more predictive of structural rotation than isolated bridge spikes.
0 reply
0 recast
0 reaction